I took a "sideways" period from 12/29/06 thru 3/30/2007. The SPY's ROI was -1% this scan was + 23% ROI

Win percent was 51% but 28% trades were left open. Meaning there weren't stopped for profit or loss. Reviewing the open positions, I noticed most were low beta. So you would want to be higher beta stocks during sideways action.

max drawdown avg was -2.63
Max profit 3.02

I have been using the 5%KD3 %D5 stochastic for short term trades. For longer you could use MACD histogram.

But this is not the scan I would use during a flat period, I would use more of swing trading scan. This one I used the same flat period as above. The Spy ROI was -1 this was +70%. Max drawdown -2.45% Mas avg profit was 4.13%. Win 58%. For trading this scan, I would use 3% stop and buying the stock at the end of the day. Exiting the trade, I would use the 5%KD3 %D5 cross as my exit or % profit with a trailing stop. Here is the scan.

This filter is pretty good! When I used my enhanced exit filter, "Linear Regression Slope(10) above 0.15", it did even better.
Here are the results.

Trade Statistics
There were 441 total stocks entered. Of those, 352 or 79.82% were complete and 89 or 20.18% were open.
Of the 352 completed trades, 277 trades or 78.69%resulted in a net gain.
Your average net change for completed trades was: 3.31%.
The average draw down of your approach was: -7.79%.
The average max profit of your approach was: 6.91%
The Reward/Risk ratio for this approach is: 3.06
Annualized Return on Investment (ROI): 45.66%, the ROI of ^SPX was: 4.81%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (0 days) 0 times or 0.00% of the time.
An exit trigger was executed 352 times or 100.00% of the time.

Below I am posting the ENTRY Filter I used. I used no Trailing Stop Loss, but used only the EXIT Filter Linear Regression Slope(10) above 0.15. Trading Days position held I used 0. To make this filter work better, you need to enhance both the Entry Filter
and the Exit Filter. Unfortunately, you cannot achieve 100% Win Trades cause the BackTesting Platform produces too many
trades outside the Trading Parameters. If you tell the BackTest Entry Filter to fetch stocks where Weekly RSI(2) is above Weekly
RSI(2) 1 day ago, The Trading Platform will return some stocks that are also below Weekly RSI(2). Thus, your Backtesting Filters
will experience Noise Redundancy Error of 10% or greater. Don't know the exact redundancy error rate, but I think I am close.

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